Midfielder Johnnie Jackson has handed in a transfer request, while Phil Ifil and John White are told they can go.
All three players were missing from the U's line-up that played against Aston Villa last night.
Speaking to the press yesterday, Lambert confirmed: "Johnnie (Jackson) wants to leave the club. He doesn't want to play a part for Colchester United again. Of course I'm disappointed that he wants to leave. I don't want him to go, but he is not happy. Phil Ifil has tried hard to get back, but he won't be playing a part. John White is also not in my plans. We have a big enough squad here and changes need to happen."